A scaling analysis of a cat and mouse Markov chain

DOI10.1214/11-AAP785zbMath1253.60081arXiv0905.2259MaRDI QIDQ417084

Philippe Robert, Nelly Litvak

Publication date: 13 May 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2259

zbMATH Keywords

cat and mouse Markov chains; scaling of null recurrent Markov chains

Mathematics Subject Classification ID

90B18: Communication networks in operations research

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F17: Functional limit theorems; invariance principles

Related Items

Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations, Stability of a Markov-modulated Markov Chain, with application to a wireless network governed by two protocols, New ways of solving large Markov chains, Red light green light method for solving large Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Implicit renewal theory and tails of solutions of random equations
• Exponential functionals of Lévy processes
• A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains
• A limit theorem for slowly increasing occupation times
• Markov chain models - rarity and exponentiality
• AIMD algorithms and exponential functionals
• A discrete renewal theorem with infinite mean
• Random walks on weighted graphs and applications to on-line algorithms
• Weak invariance principles for local time
• Markov Chains
• Applied Probability and Queues
• Limit theorems for occupation times of Markov processes
• A Survey on PageRank Computing
• Random Walks and A Sojourn Density Process of Brownian Motion
• Exponential functionals of Brownian motion and related processes